股票指数期货中基差的横截面效应

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学术论文

Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price

作者Todd Hazelkorn; Tobias J. Moskowitz; Kaushik Vasudevan

机构
  • Capital University
  • AQR Capital Management, LLC
  • Yale University
  • Agency for Quality Assurance and Accreditation Austria
  • National Bureau of Economic Research
  • AQR Capital
  • National Bureau of Economic Research (NBER)
  • Yale University, Yale SOM

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